V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:153.95% (-12.69%)
Analysis last updated: Monday, January 20, 2025 at 12:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.22 | |
| 0.2234 | 17.39 | |
| 0.8064 | 129.81 | |
| -0.1591 | -8.95 |
Estimation Period:
Jan 2, 2008 to Jan 17, 2025
Jan 2, 2008 to Jan 17, 2025
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